Guns are occasionally chambered incorrectly. As they are supposed to be test fired before shipment, I don’t understand how it could happen. However, my local gun dealer has received a couple of guns that were marked for one cartridge and were chambered for another.

One other possibility is that your extractor will not jump the rim. Have you tried placing the cartridge under the extractor before closing the bolt? Many folks will single-load a brand new gun, but some guns demand being fed from the magazine.

Take care, Tom